I immediately lost my concentration.

Literal

Immediately concentration [object-を] losing [regrettably-てしまった].

A simple sentence with the regret/completion auxiliary ~てしまう in past form. 集中力を無くす ('lose one's concentration') is a common collocation. The すぐに ('immediately') underscores how fast the focus vanished. ~てしまった adds either regret or a sense of complete, irreversible action — here both: the speaker didn't want to lose focus but did, and it happened all at once.